Distribution of the Estimators for Autoregressive Time Series With a Unit Root 论文

1979Journal of the American Statistical Association引用 9062
DOIPDF
Financial Risk and Volatility ModelingBayesian Methods and Mixture ModelsComplex Systems and Time Series Analysis
Bayesian Methods and Mixture ModelsFinancial Risk and Volatility ModelingComplex Systems and Time Series Analysis
相关技术:Financial Risk and Volatility ModelingBayesian Methods and Mixture Models
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Distribution of the Estimators for Autoregressive Time Series With a Unit Root · 作者

W

Wayne A. Fuller

D

David A. Dickey